Sysco (Germany) Market Value
| SYY Stock | EUR 73.27 0.65 0.88% |
| Symbol | Sysco |
Sysco 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Sysco's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Sysco.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in Sysco on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding Sysco or generate 0.0% return on investment in Sysco over 30 days. Sysco is related to or competes with Jernimo Martins, JERONIMO MARTINS, Performance Food, US Foods, Axfood AB, and Metro AG. Sysco Corporation, through its subsidiaries, markets and distributes a range of food and related products primarily to t... More
Sysco Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Sysco's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Sysco upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9042 | |||
| Information Ratio | 0.1172 | |||
| Maximum Drawdown | 6.49 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 2.32 |
Sysco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sysco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sysco's standard deviation. In reality, there are many statistical measures that can use Sysco historical prices to predict the future Sysco's volatility.| Risk Adjusted Performance | 0.1173 | |||
| Jensen Alpha | 0.1509 | |||
| Total Risk Alpha | 0.1312 | |||
| Sortino Ratio | 0.1584 | |||
| Treynor Ratio | 0.2529 |
Sysco Backtested Returns
At this point, Sysco is very steady. Sysco owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Sysco, which you can use to evaluate the volatility of the company. Please validate Sysco's Semi Deviation of 0.7572, risk adjusted performance of 0.1173, and Coefficient Of Variation of 696.54 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Sysco has a performance score of 9 on a scale of 0 to 100. The entity has a beta of 0.65, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sysco's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sysco is expected to be smaller as well. Sysco right now has a risk of 1.21%. Please validate Sysco maximum drawdown, semi variance, daily balance of power, as well as the relationship between the potential upside and skewness , to decide if Sysco will be following its existing price patterns.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Sysco has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Sysco time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sysco price movement. The serial correlation of -0.79 indicates that around 79.0% of current Sysco price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 1.43 |
Sysco lagged returns against current returns
Autocorrelation, which is Sysco stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Sysco's stock expected returns. We can calculate the autocorrelation of Sysco returns to help us make a trade decision. For example, suppose you find that Sysco has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Sysco regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Sysco stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sysco stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sysco stock over time.
Current vs Lagged Prices |
| Timeline |
Sysco Lagged Returns
When evaluating Sysco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sysco stock have on its future price. Sysco autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Sysco autocorrelation shows the relationship between Sysco stock current value and its past values and can show if there is a momentum factor associated with investing in Sysco.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Sysco Stock
When determining whether Sysco offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Sysco's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Sysco Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Sysco Stock:Check out Sysco Correlation, Sysco Volatility and Sysco Alpha and Beta module to complement your research on Sysco. For more detail on how to invest in Sysco Stock please use our How to Invest in Sysco guide.You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Sysco technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.